+358.4%
AVAV vs FIVE
+563.4%
-205.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.4% | +10.9% | +10.6% |
| 7D | -10.6% | -0.3% | -10.3% | -10.6% |
| 30D | -18.8% | +17.7% | -36.5% | -22.4% |
| 3M | -34.1% | +4.0% | -38.1% | -35.2% |
| 6M | -35.3% | +2.6% | -37.9% | -36.6% |
| YTD | -53.4% | +27.6% | -81.0% | -56.9% |
| 1Y | -65.6% | +59.9% | -125.6% | -70.1% |
| 3Y | -5.1% | +35.8% | -40.8% | -18.6% |
| 5Y | +18.5% | +14.4% | +4.1% | +2.6% |
| All | +358.4% | +563.4% | -205.1% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FIVE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling